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Reference date: |
August 31, 2020 |
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Currency |
RUB |
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Units |
1 000 000 |
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FX and precious metals market |
Securities market |
Derivatives market |
Standardised OTC derivatives market |
|
Hypothetical capital (KCCP) |
8.33 |
2 511.72 |
19.76 |
27.91 |
|
C-factor |
0.16% |
34.20% |
0.81% |
1.86% |
|
DFCM |
2 980.00 |
2 344.00 |
950.00 |
500.00 |
|
DFCCP |
2 500.00 |
5 000.00 * |
1 500.00 |
1 000.00 |
*including additional dedicated CCP capital in amount of 3 billion RUB